Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | Large Cap Blend Equities | 35% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
SCHF Schwab International Equity ETF | Foreign Large Cap Equities | 20% |
Find the right asset allocation for * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND | 0.22% | 0.49% | 7.25% | 7.91% | 21.57% | 18.22% | 10.68% | — |
| Portfolio components: | ||||||||
BKLC BNY Mellon US Large Cap Core Equity ETF | 0.43% | 0.56% | 9.04% | 9.42% | 25.68% | 21.79% | 13.79% | — |
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
SCHF Schwab International Equity ETF | 0.29% | 3.90% | 15.39% | 17.24% | 31.75% | 19.18% | 9.76% | 10.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -2.45% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 9, 2020, * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +9.5%, while the worst month was Apr 2022 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.13% | 0.42% | -5.08% | 8.44% | 4.73% | -2.04% | 7.25% | ||||||
| 2025 | 2.58% | -0.66% | -4.16% | 1.17% | 5.46% | 4.07% | 1.62% | 1.84% | 3.24% | 2.49% | -0.09% | 0.45% | 19.19% |
| 2024 | 1.00% | 3.92% | 2.50% | -3.54% | 4.42% | 2.90% | 1.19% | 2.24% | 1.86% | -1.89% | 4.40% | -1.76% | 18.24% |
| 2023 | 7.12% | -2.30% | 4.75% | 1.65% | 1.13% | 4.86% | 2.62% | -1.56% | -4.15% | -1.95% | 8.72% | 4.55% | 27.53% |
| 2022 | -5.30% | -2.96% | 2.04% | -8.89% | -0.21% | -6.95% | 8.05% | -4.45% | -8.51% | 4.78% | 6.04% | -4.70% | -20.66% |
| 2021 | -0.77% | 1.02% | 2.01% | 4.52% | 0.44% | 2.74% | 2.02% | 2.25% | -3.93% | 5.34% | -1.01% | 2.53% | 18.17% |
Benchmark Metrics
* 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND has an annualized alpha of 0.92%, beta of 0.83, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since April 09, 2020.
- This portfolio participated in 88.38% of S&P 500 Index downside but only 84.83% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.92%
- Beta
- 0.83
- R²
- 0.96
- Upside Capture
- 84.83%
- Downside Capture
- 88.38%
Expense Ratio
* 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
- 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.79 | 1.86 | -0.07 |
| Sortino ratioReturn per unit of downside risk | 2.48 | 2.53 | -0.05 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.53 | -0.01 |
| Martin ratioReturn relative to average drawdown | 11.05 | 11.37 | -0.32 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 65 | 1.94 | 2.60 | 1.35 | 2.69 | 11.95 |
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
SCHF Schwab International Equity ETF | 60 | 1.82 | 2.52 | 1.33 | 2.64 | 10.14 |
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
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Dividends
Dividend yield
* 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND provided a 1.84% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.84% | 1.91% | 1.91% | 1.80% | 1.79% | 1.55% | 1.32% | 1.34% | 1.49% | 1.23% | 1.28% | 1.27% |
| Portfolio components: | ||||||||||||
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.03% | 1.05% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND was 26.30%, occurring on Oct 14, 2022. Recovery took 299 trading sessions.
The current * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND drawdown is 2.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -26.30%Oct 2022 | 9mo 20d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -14.64%Apr 2025 | 1mo 18d | 1mo 25d | 3mo 13dFeb 2025 - Jun 2025 |
2026 pullback2026 | -8.11%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2020 pullback2020 | -7.53%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
2024 pullback2024 | -6.89%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.10 | 1.12 | 1.11 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
* 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020 | 0.97 |
Benchmark Correlations
Correlation vs. S&P 500 Index. BKLC has the highest benchmark correlation at 0.98, while BND has the lowest at 0.16.
Asset Correlations Table
Find what * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND is missing
See which holdings overlap, where * 3-2 - real ex fund vs total world fund w/ bklc > schg & 20 BND is concentrated, and which low-correlation assets could fill the gaps.
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